+1,341.7%
SPGI vs APTV
+142.3%
+1,199.4%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.5% | +2.5% | 0.0% |
| 7D | +0.3% | -10.2% | +10.5% | +3.4% |
| 30D | +18.4% | -10.8% | +29.2% | +22.2% |
| 3M | +15.7% | -14.8% | +30.5% | +20.7% |
| 6M | +17.3% | -30.6% | +47.8% | +27.4% |
| YTD | -4.7% | -48.2% | +43.4% | +11.9% |
| 1Y | +1.8% | -52.0% | +53.8% | +22.2% |
| 3Y | +31.7% | -47.0% | +78.7% | +46.6% |
| 5Y | +12.1% | -77.5% | +89.5% | +59.7% |
| 10Y | +341.9% | -27.0% | +368.9% | +259.9% |
| All | +1,341.7% | +142.3% | +1,199.4% | +679.3% |
Cumulative growth
Daily Returns
Daily percentage return beside APTV.
Daily Out/Under-Performance
Portfolio return minus APTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APTV return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded APTV wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling